ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
129-17 |
128-13 |
-1-04 |
-0.9% |
131-26 |
| High |
129-17 |
128-27 |
-0-22 |
-0.5% |
132-00 |
| Low |
129-17 |
128-13 |
-1-04 |
-0.9% |
128-27 |
| Close |
129-17 |
128-22 |
-0-27 |
-0.7% |
129-00 |
| Range |
0-00 |
0-14 |
0-14 |
|
3-05 |
| ATR |
0-31 |
1-00 |
0-00 |
1.0% |
0-00 |
| Volume |
5 |
2 |
-3 |
-60.0% |
28 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-31 |
129-24 |
128-30 |
|
| R3 |
129-17 |
129-10 |
128-26 |
|
| R2 |
129-03 |
129-03 |
128-25 |
|
| R1 |
128-28 |
128-28 |
128-23 |
129-00 |
| PP |
128-21 |
128-21 |
128-21 |
128-22 |
| S1 |
128-14 |
128-14 |
128-21 |
128-18 |
| S2 |
128-07 |
128-07 |
128-19 |
|
| S3 |
127-25 |
128-00 |
128-18 |
|
| S4 |
127-11 |
127-18 |
128-14 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-13 |
137-12 |
130-24 |
|
| R3 |
136-08 |
134-07 |
129-28 |
|
| R2 |
133-03 |
133-03 |
129-19 |
|
| R1 |
131-02 |
131-02 |
129-09 |
130-16 |
| PP |
129-30 |
129-30 |
129-30 |
129-22 |
| S1 |
127-29 |
127-29 |
128-23 |
127-11 |
| S2 |
126-25 |
126-25 |
128-13 |
|
| S3 |
123-20 |
124-24 |
128-04 |
|
| S4 |
120-15 |
121-19 |
127-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-22 |
|
2.618 |
130-00 |
|
1.618 |
129-18 |
|
1.000 |
129-09 |
|
0.618 |
129-04 |
|
HIGH |
128-27 |
|
0.618 |
128-22 |
|
0.500 |
128-20 |
|
0.382 |
128-18 |
|
LOW |
128-13 |
|
0.618 |
128-04 |
|
1.000 |
127-31 |
|
1.618 |
127-22 |
|
2.618 |
127-08 |
|
4.250 |
126-18 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-21 |
129-06 |
| PP |
128-21 |
129-01 |
| S1 |
128-20 |
128-28 |
|